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~person:"Bayer, Christian"
~person:"Benth, Fred Espen"
~subject:"Black-Scholes model"
~subject:"Fourier methods"
~subject:"Monte-Carlo-Simulation"
~subject:"Search theory"
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11
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Bayer, Christian
Benth, Fred Espen
Joshi, Mark S.
9
Stentoft, Lars
8
Zanette, Antonino
7
Tang, Robert
6
Wystup, Uwe
6
Kühn, Christoph
5
Alghalith, Moawia
4
Caramellino, Lucia
4
Chance, Don M.
4
Fusai, Gianluca
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4
Lieberman, Offer
4
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4
Pirjol, Dan
4
Reesor, R. Mark
4
Schoenmakers, John
4
Singh, Vipul Kumar
4
Zhu, Lingjiong
4
Alexander, Carol
3
Belomestny, Denis
3
Bernard, Carole
3
Carr, Peter
3
Chan, Leunglung
3
Charnes, John Martin
3
Dai, Min
3
Escobar, Marcos
3
Farkas, Walter
3
Frey, Rüdiger
3
Fukasawa, Masaaki
3
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3
Gehricke, Sebastian A.
3
Jackwerth, Jens Carsten
3
Kōnstantinidēs, Giōrgos
3
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3
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Quantitative finance
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Finance and stochastics
1
International journal of theoretical and applied finance
1
The journal of computational finance : JFC
1
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ECONIS (ZBW)
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1
Optimal damping with a hierarchical adaptive quadrature for efficient Fourier pricing of multi-asset options in Lévy models
Bayer, Christian
;
Ben Hammouda, Chiheb
;
Papapantoleon, …
- In:
The journal of computational finance : JFC
27
(
2023
)
3
,
pp. 43-86
Persistent link: https://www.econbiz.de/10014487037
Saved in:
2
Dynamic programming for optimal stopping via pseudo-regression
Bayer, Christian
;
Redmann, Martin
;
Schoenmakers, John
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 29-44
Persistent link: https://www.econbiz.de/10012424631
Saved in:
3
Implied stopping rules for American basket options from Markovian projection
Bayer, Christian
;
Häppölä, Juho
;
Tempone, Raúl
- In:
Quantitative finance
19
(
2019
)
3
,
pp. 371-390
Persistent link: https://www.econbiz.de/10012194659
Saved in:
4
A semilinear Black and Scholes partial differential equation for valuing American options
Benth, Fred Espen
;
Karlsen, Kenneth H.
;
Reikvam, Kristin
- In:
Finance and stochastics
7
(
2003
)
3
,
pp. 277-298
Persistent link: https://www.econbiz.de/10001771698
Saved in:
5
Quasi Monte-Carlo evaluation of sensitivities of options in commodity and energy markets
Benth, Fred Espen
;
Dahl, Lars O.
;
Hvistendahl Karlsen, …
- In:
International journal of theoretical and applied finance
6
(
2003
)
8
,
pp. 865-884
Persistent link: https://www.econbiz.de/10001862191
Saved in:
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